Lyapunov exponent corresponding to enslaved phase dynamics: Estimation from time series

Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Jul;92(1):012913. doi: 10.1103/PhysRevE.92.012913. Epub 2015 Jul 20.

Abstract

A method for the estimation of the Lyapunov exponent corresponding to enslaved phase dynamics from time series has been proposed. It is valid for both nonautonomous systems demonstrating periodic dynamics in the presence of noise and coupled chaotic oscillators and allows us to estimate precisely enough the value of this Lyapunov exponent in the supercritical region of the control parameters. The main results are illustrated with the help of the examples of the noised circle map, the nonautonomous Van der Pole oscillator in the presence of noise, and coupled chaotic Rössler systems.